SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for March 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
SPY SPDR S&P; 500 ETF 4.91 -24.00% 251915 206.42 205.25
Intel Corp. Jr. Sub. Cv. Deb. conv 2.85 +5.00% 19135000 1.58 0.00
Wellpoint Inc Note cb 2.70 NEW 13833000 2.07 0.00
Actavis Plc Conv Pfd Ser A pfd conv ser a 2.69 NEW 27611 1030.86 0.00
Wells Fargo & Company Non-cum Perpet cnv 2.15 +31.00% 18640 1223.07 0.00
Gilead Sciences conv 1.88 4620000 4.31 0.00
Bank Of America Corporation preferred 1.86 +23.00% 17030 1156.96 0.00
Priceline.com debt 1.000% 3/1 1.58 12564000 1.33 0.00
Wells Fargo & Co mtnf 0.125% 3/1 1.39 -2.00% 13133000 1.12 0.00
IVV iShares S&P; 500 Index 1.36 NEW 69107 207.81 205.96
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.34 NEW 282140 50.44 0.00
Micron Technology Inc conv 1.27 12104000 1.11 0.00
Tyson Foods Inc cnv pfd 1.27 +55.00% 278868 48.35 0.00
T Mobile Us Inc conv pfd ser a 1.23 +44.00% 222912 58.65 0.00
Cheniere Energy Inc note 4.250% 3/1 1.21 NEW 15491000 0.83 0.00
Tesla Motors Inc bond 1.19 +29.00% 15000000 0.84 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.14 +2.00% 5919000 2.04 0.00
Intel Corp sdcv 1.13 +2.00% 9662000 1.24 0.00
Priceline Grp Inc note 0.350% 6/1 1.05 +6.00% 9786000 1.14 0.00
Lam Research Corp conv 0.99 +5.00% 8077000 1.30 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.95 +83.00% 7815000 1.29 0.00
Macquarie Infrastructure conv 0.92 8241000 1.18 0.00
Fiat Chrysler Auto 0.90 NEW 68586 138.47 0.00
Uti Worldwide 0.88 NEW 8512000 1.10 0.00
Encore Cap Group Inc note 3.000% 7/0 0.87 +4.00% 8500000 1.08 0.00
Stillwater Mng Co note 1.750%10/1 0.84 +7.00% 7796000 1.14 0.00
Mylan Inc note 3.750% 9/1 0.82 -13.00% 1956000 4.45 0.00
Rpm International Inc convertible cor 0.82 +28.00% 7327000 1.18 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.80 5715000 1.48 0.00
Ttm Technologies Inc conv 0.80 +28.00% 7803000 1.09 0.00
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.76 NEW 8500000 0.95 0.00
Depomed Inc conv 0.75 +22.00% 6000000 1.32 0.00
Meritor Inc conv 0.74 +7.00% 5280000 1.49 0.00
Navistar Intl Corp conv 0.74 +6.00% 8750000 0.89 0.00
Old Republic Intl Corp note 0.73 +2.00% 6535000 1.18 0.00
Nvidia Corp note 1.000 12/0 0.73 +5.00% 6630000 1.17 0.00
Acorda Therap note 1.75% 6/15 0.72 +25.00% 7500000 1.02 0.00
Seacor Holding Inc note 3.000 11/1 0.71 +5563.00% 8779000 0.86 0.00
Web Com Group Inc note 1.000% 8/1 0.69 +24.00% 8000000 0.92 0.00
Pennymac Corp conv 0.68 NEW 7500000 0.96 0.00
Health Care Reit Pfd I 6.5% 0.67 -31.00% 106347 67.17 0.00
Wabash National Corp 3.375 '18 conv 0.67 +45.00% 5200000 1.36 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.67 +54.00% 6500000 1.10 0.00
B2gold Corp conv 0.66 +78.00% 8000000 0.87 0.00
Pra Group Inc conv 0.66 NEW 6500000 1.08 0.00
Hologic Inc frnt 2.000%12/1 0.62 4486000 1.47 0.00
Dominion Res Inc Va unit 04/01/2013 0.62 116618 56.22 0.00
Tesla Motors Inc bond 0.62 7523000 0.88 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.61 NEW 6380000 1.01 0.00
Quidel Corp note 3.250%12/1 0.61 +50.00% 6000000 1.08 0.00
Keycorp New pfd 7.75% sr a 0.59 47894 130.45 0.00
Salesforce.com Inc conv 0.57 5012000 1.20 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.54 +45.00% 7250000 0.79 0.00
Cien 4 12/15/20 0.54 4465000 1.27 0.00
PFF iShares S&P; US Pref Stock Idx Fnd 0.52 NEW 138197 40.10 39.78
Rait Financial Trust note 4.000%10/0 0.52 NEW 6500000 0.85 0.00
Yahoo Inc note 12/0 0.52 -48.00% 5113000 1.08 0.00
On Semiconductor Corp note 2.625%12/1 0.51 4217000 1.28 0.00
Nextera Energy Inc unit 0.50 81858 65.32 0.00
Meritage Homes Corp conv 0.50 +28.00% 5000000 1.07 0.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.49 NEW 4804000 1.08 0.00
Rwt 4 5/8 04/15/18 0.47 NEW 5000000 1.00 0.00
Weyerhaeuser C conv prf 0.47 +39.00% 90960 54.67 0.00
Blucora Inc note 4.250% 4/0 0.47 5369000 0.93 0.00
Newpark Res Inc note 4.000%10/0 0.46 4328000 1.12 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.46 +3.00% 3219000 1.50 0.00
Servicenow Inc. note 0.46 -46.00% 3979000 1.23 0.00
Sunedison Inc note 2.000%10/0 0.46 NEW 2814000 1.72 0.00
Cemex Sab De Cv conv bnd 0.45 +101.00% 4000000 1.18 0.00
Jarden Corp note 1.875% 9/1 0.45 -25.00% 2758000 1.71 0.00
Vipshop Holdings Ltd - Ads bond 0.45 -45.00% 3059000 1.56 0.00
Proofpoint Inc note 1.250%12/1 0.45 3000000 1.59 0.00
Webmd Health Corp 1.5% cnvrtbnd 0.45 -10.00% 4465000 1.06 0.00
Spirit Realty Capital Inc convertible cor 0.44 +67.00% 4631000 1.00 0.00
Incyte Corp note 0.375%11/1 0.44 2549000 1.82 0.00
Molina Healthcare Inc conv 0.43 NEW 3537000 1.28 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.43 NEW 5092000 0.90 0.00
Forestar Group Inc note 0.42 4723000 0.94 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.42 +36.00% 3731000 1.20 0.00
Spectrum Pharmaceuticals Inc conv 0.41 NEW 4816000 0.91 0.00
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 0.40 +4.00% 40215 105.48 105.16
Forest City Enterprises conv 0.40 -66.00% 3417000 1.25 0.00
Starwood Property Trust note 0.39 +61.00% 3711000 1.10 0.00
Psec Us conv 0.39 NEW 4000000 1.02 0.00
Servicesource Intl 0.39 +12.00% 5552000 0.74 0.00
Integra Lifesciences Holdings conv bnd 0.38 NEW 3438000 1.16 0.00
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.38 NEW 4500000 0.90 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.38 +3.00% 3727000 1.08 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.38 11364 354.28 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.38 +18.00% 3187000 1.27 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.37 3653000 1.06 0.00
American Tower Corp New Pfd Co pfd 0.37 +129.00% 37897 102.86 0.00
Envestnet Inc note 1.750%12/1 0.37 3477000 1.12 0.00
Mgm Mirage conv 0.36 3383000 1.14 0.00
Arcc 4 7/8 03/15/17 0.36 +154.00% 3688000 1.04 0.00
Bristow Group Inc note 3.000% 6/1 0.34 -21.00% 3639000 1.00 0.00
Chesapeake Energy Corp note 2.250%12/1 0.34 NEW 4000000 0.90 0.00
1,000% Sina 01.12.2018 note 0.34 3971000 0.91 0.00
Airtran Hldgs Inc note 5.250%11/0 0.33 +3.00% 1170000 3.02 0.00
Ares Capital Corp 5.75 16 convert 0.33 3442000 1.03 0.00
Sandisk Corp conv 0.33 -30.00% 3513000 1.00 0.00
Alere Inc note 3.000% 5/1 0.32 NEW 2851000 1.19 0.00
United Technol conv prf 0.32 55758 61.55 0.00
Medicines Co dbcv 1.375% 6/0 0.32 -37.00% 2892000 1.18 0.00
Icon 2 1/2 06/01/16 0.31 2835000 1.17 0.00
Seacor Holdings Inc note 2.500%12/1 0.31 +78.00% 3185000 1.02 0.00
Liberty Interactive Llc conv 0.31 -8.00% 2374000 1.40 0.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.31 NEW 4500000 0.73 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.31 NEW 3045000 1.09 0.00
Fidelity National Finance conv 0.29 +3.00% 1546000 2.01 0.00
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.29 -6.00% 1408000 2.20 0.00
MDY SPDR S&P; MidCap 400 ETF 0.28 NEW 10615 277.25 268.26
Teva Pharm Finance Llc Cvt cv bnd 0.28 +246.00% 2028000 1.48 0.00
Radian Group Inc note 3.000%11/1 0.28 1926000 1.53 0.00
Stanley Black & Decker Inc unit 99/99/9999 0.28 -5.00% 21980 133.48 0.00
Hawaiian Holdings Inc conv 0.28 -20.00% 1036000 2.83 0.00
Interdigital Inc 2.5% conv 0.28 2706000 1.08 0.00
Ryland Group note 0.28 NEW 1887000 1.59 0.00
Micron Technology Inc note 1.625% 2/1 0.28 -15.00% 1162000 2.51 0.00
Akorn Inc note 3.500% 6/0 0.27 521000 5.41 0.00
Bgc Partners, Inc. note 4.500% 7/1 0.27 NEW 2598000 1.09 0.00
Mgic Investment Corp note 0.27 1937000 1.47 0.00
Trak 1 1/2 03/15/17 0.27 -51.00% 2361000 1.19 0.00
Illumina Inc Note 0.250% cb 0.27 1279000 2.21 0.00
Yandex N V debt 1.125%12/1 0.27 NEW 3500000 0.82 0.00
Amsburg Corp pfd 5.25% 0.26 22030 123.20 0.00
Verint Sys Inc note 1.5% 6/1 0.26 2345000 1.16 0.00
Alcoa Inc cnv pfd 0.26 -55.00% 62340 43.79 0.00
BSV Vanguard Short-Term Bond ETF 0.25 +2.00% 32837 80.55 80.04
SCPB SPDR Barclays Cptl Shrt Term Corp Bd ETF 0.25 +3.00% 86156 30.73 30.62
Electronic Arts Inc conv 0.25 -53.00% 1443000 1.85 0.00
Callaway Golf 0.25 2099000 1.28 0.00
Canadian Solar Inc note 4.250% 2/1 0.25 NEW 2500000 1.05 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.24 -77.00% 1318000 1.96 0.00
Huntington Bancshares Inc pfd conv ser a 0.24 +3.00% 1912 1341.53 0.00
ALR-B Alere 0.24 7500 337.07 0.00
Starwood Ppty note 4.0% 1/15/ 0.24 2179000 1.15 0.00
J2 Global Inc note 3.250% 6/1 0.24 2245000 1.15 0.00
Exelon Corp 6.5% 01-jun-2017 convprf 0.24 52425 48.51 0.00
Nuvasive Inc. conv 0.23 1983000 1.25 0.00
Royal Gold Inc conv 0.23 2393000 1.03 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.23 NEW 2288000 1.06 0.00
1,375% Liberty Media 15.10.2023 note 0.23 2404000 1.00 0.00
Resource Capital Corporation note 8.000 1/1 added 0.23 NEW 2471000 0.98 0.00
Take-two Interactive Sof note 0.22 -72.00% 1666000 1.40 0.00
AAPL Apple 0.21 -15.00% 18132 124.53 123.28
Sandisk Corp note 1.500% 8/1 0.21 -63.00% 1615000 1.36 0.00
Ascent Cap Group Inc note 4.000% 7/1 0.21 2974000 0.76 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.21 21401 103.87 0.00
XLE Energy Select Sector SPDR 0.20 NEW 27246 77.59 75.34
Uthr 1 09/15/16 0.20 600000 3.60 0.00
Cadence Design Sys Cvt 2.625 6 convert 0.19 809000 2.43 0.00
Jds Uniphase Corp conv 0.19 2003000 1.03 0.00
Danaher Corp Del debt 0.18 +3.00% 779000 2.46 0.00
Health Care Reit Inc note 3.000%12/0 0.18 +12.00% 1267000 1.52 0.00
Teleflex Inc note 3.875% 8/0 0.18 -30.00% 965000 1.97 0.00
Al Us conv 0.18 -2.00% 1332000 1.44 0.00
Db-x Msci Japan Etf equity 0.17 +352.00% 44979 41.15 0.00
Dbx Trackers db xtr msci eur 0.17 NEW 61994 29.15 0.00
Pacira Pharmaceuticals conv 0.16 +2.00% 473000 3.57 0.00
Janus Capital conv 0.15 +13.00% 968000 1.61 0.00
XLU Utilities SPDR 0.14 +21.00% 34066 44.41 43.18
JPM JPMorgan Chase & Co. 0.13 -24.00% 22375 60.60 60.16
Iconix Brand Group, Inc. conv 0.13 1151000 1.19 0.00
GOOG Google 0.12 -49.00% 2263 554.13 554.33
XRT SPDR S&P; Retail 0.12 -22.00% 12283 101.12 97.65
Tesla Mtrs Inc note 1.500% 6/0 0.12 -45.00% 796000 1.61 0.00
Laboratory Corp Amer Hldgs debt 0.11 667000 1.69 0.00
IYR iShares Dow Jones US Real Estate 0.11 14527 79.37 76.66
MSFT Microsoft Corporation 0.10 -25.00% 26744 40.64 42.00
Hologic Inc cnv 0.10 +2.00% 853000 1.24 0.00
XOM Exxon Mobil Corporation 0.09 -17.00% 11285 84.89 84.57
JNJ Johnson & Johnson 0.09 -31.00% 9628 100.75 98.55
PFE Pfizer 0.09 -30.00% 26827 34.74 33.78
KMB Kimberly-Clark Corporation 0.09 -29.00% 8685 107.08 103.80
AGG iShares Lehman Aggregate Bond 0.09 -20.00% 8087 111.54 110.29
Citi 0.09 -38.00% 18439 51.58 0.00
Wesco Intl Inc dbcv 6.000% 9/1 0.08 -89.00% 350000 2.46 0.00
BAC Bank of America Corporation 0.07 +11.00% 50742 15.41 15.95
GE General Electric Company 0.07 -36.00% 29650 24.86 25.35
WFC Wells Fargo & Company 0.07 -29.00% 14611 54.27 53.90
XLI Industrial SPDR 0.07 NEW 12597 55.81 56.03
L Loews Corporation 0.06 16540 40.81 39.42
Ramco-gershenson Pptys Tr perp pfd-d cv 0.06 -79.00% 10000 66.80 0.00
Lam Research Corp note 0.500% 5/1 0.06 -72.00% 560000 1.20 0.00
Epr Properties Pfd C 5.75% 0.06 24481 24.06 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.06 +3.00% 433000 1.47 0.00
CMCSA Comcast Corporation 0.05 -45.00% 9022 56.53 58.60
MA MasterCard Incorporated 0.05 -28.00% 6275 86.37 87.52
BRK.B Berkshire Hathaway 0.05 -32.00% 3394 144.67 0.00
KO Coca-Cola Company 0.05 +14.00% 13168 40.55 40.22
HD Home Depot 0.05 4615 113.54 113.11
CVX Chevron Corporation 0.05 5533 105.19 102.86
T AT&T; 0.05 16604 32.52 32.70
MCK McKesson Corporation 0.05 -39.00% 2272 226.67 221.98
AMGN Amgen 0.05 -42.00% 3024 159.72 153.92
PG Procter & Gamble Company 0.05 -30.00% 6727 81.91 81.31
UNH UnitedHealth 0.05 4320 118.52 113.33
ORCL Oracle Corporation 0.05 -20.00% 12303 43.16 41.62
Brookdale Senior Living note 0.05 379000 1.39 0.00
Rayonier Inc conv 0.05 490000 1.18 0.00
Facebook Inc cl a 0.05 +7.00% 6117 81.90 0.00
Abbvie 0.05 -36.00% 8632 58.39 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.04 -28.00% 9474 40.95 0.00
FDX FedEx Corporation 0.04 2310 165.37 170.82
WMT Wal-Mart Stores 0.04 -33.00% 4764 82.07 81.06
DIS Walt Disney Company 0.04 4421 104.73 103.60
CSCO Cisco Systems 0.04 14475 27.50 28.51
UNP Union Pacific Corporation 0.04 -18.00% 3996 108.36 114.86
INTC Intel Corporation 0.04 -24.00% 12925 31.26 32.76
VZ Verizon Communications 0.04 -60.00% 8698 48.75 48.01
IP International Paper Company 0.04 -37.00% 8473 55.47 54.31
MO Altria 0.04 +54.00% 7497 50.29 52.47
APC Anadarko Petroleum Corporation 0.04 -47.00% 4635 82.42 79.89
MRK Merck & Co 0.04 -53.00% 7004 57.25 56.20
PEP Pepsi 0.04 4476 96.07 93.96
GILD Gilead Sciences 0.04 -27.00% 4205 98.22 99.53
EOG EOG Resources 0.04 NEW 4122 91.70 86.44
DAL Delta Air Lines 0.04 -51.00% 8245 45.00 44.19
Invesco Ltd shs 0.04 -52.00% 10475 39.71 0.00
MET MetLife 0.04 -24.00% 8668 50.53 50.75
CELG Celgene Corporation 0.04 -51.00% 3917 115.39 118.26
AIG American International 0.04 -38.00% 7246 54.37 54.59
Phh Corp cnv 0.04 -91.00% 225000 1.98 0.00
Standard Pacific Corp cnv 0.04 377000 1.23 0.00
Twenty-first Century Fox 0.04 -37.00% 12239 33.83 0.00
Actavis 0.04 NEW 1488 295.70 0.00
Google Inc Class C 0.04 -26.00% 675 551.11 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.04 -93.00% 200000 2.08 0.00
Sunpower Corp dbcv 0.750% 6/0 0.04 -3.00% 317000 1.39 0.00
AMG Affiliated Managers 0.03 1489 214.91 209.73
ABT Abbott Laboratories 0.03 6924 46.22 46.40
MMM 3M Company 0.03 1625 164.92 162.72
BA Boeing Company 0.03 -64.00% 2043 151.25 152.38
RTN Raytheon Company 0.03 2546 109.98 106.21
CVS CVS Caremark Corporation 0.03 -2.00% 3025 102.81 101.90
TMO Thermo Fisher Scientific 0.03 NEW 2338 134.30 127.98
COF Capital One Financial 0.03 -61.00% 3922 78.79 77.96
HPQ Hewlett-Packard Company 0.03 -9.00% 10502 31.04 32.62
OXY Occidental Petroleum Corporation 0.03 -37.00% 4662 72.93 74.23
SLB Schlumberger 0.03 -31.00% 4328 83.64 81.67
UTX United Technologies Corporation 0.03 2269 117.67 118.52
BIIB Biogen Idec 0.03 -51.00% 785 421.66 415.20
EMC EMC Corporation 0.03 +56.00% 12553 25.57 26.24
V Visa 0.03 NEW 5020 65.74 266.74
DHI D.R. Horton 0.03 NEW 10083 28.46 25.87
AMZN Amazon 0.03 930 370.97 372.62
Alza Corp sdcv 7/2 0.03 250000 1.38 0.00
CRM salesforce 0.03 NEW 4028 67.03 64.26
GM General Motors Company 0.03 NEW 9060 37.53 37.89
Ares Capital Corp 5.125 2016 conv 0.03 -37.00% 346000 1.03 0.00
Intercontinentalexchange 0.03 -21.00% 1441 231.78 0.00
American Airls 0.03 -46.00% 6870 52.98 0.00
Cornerstone Ondemand Inc conv 0.03 -94.00% 375000 0.97 0.00
Workday Inc conv 0.03 282000 1.21 0.00
Incyte Corp. note 1.250 11/1 0.03 -96.00% 150000 1.85 0.00
LEA Lear Corporation 0.02 -66.00% 1872 111.65 106.04
TWX Time Warner 0.02 -43.00% 2835 85.01 83.25
COST Costco Wholesale Corporation 0.02 +2.00% 1706 151.82 148.30
CMI Cummins 0.02 -48.00% 1797 139.12 137.75
URI United Rentals 0.02 -7.00% 2740 91.24 88.12
Everest Re 0.02 NEW 1315 174.90 0.00
TSN Tyson Foods 0.02 +2.00% 5329 38.09 37.76
EMN Eastman Chemical Company 0.02 -52.00% 3084 69.07 71.40
ALL Allstate Corporation 0.02 -2.00% 3118 70.56 68.72
TXN Texas Instruments Incorporated 0.02 3827 56.96 57.48
XRX Xerox Corporation 0.02 -33.00% 14525 12.94 12.92
QCOM QUALCOMM 0.02 -36.00% 3171 69.38 71.27
LOW Lowe's Companies 0.02 NEW 3218 74.27 73.15
EXP Eagle Materials 0.02 NEW 2835 84.30 81.98
YHOO Yahoo! 0.02 NEW 4513 45.20 42.61
ONNN ON Semiconductor 0.02 -40.00% 15875 12.16 12.68
KEY Key 0.02 NEW 15522 14.17 14.07
Seagate Technology Com Stk 0.02 -46.00% 4019 52.25 0.00
HUN Huntsman Corporation 0.02 -58.00% 10560 22.35 21.77
TEX Terex Corporation 0.02 8043 26.86 25.14
X United States Steel Corporation 0.02 -20.00% 8298 24.46 22.23
XHB SPDR S&P; Homebuilders 0.02 NEW 6665 36.46 35.32
Nxp Semiconductors N V 0.02 -66.00% 2003 101.35 0.00
DVY iShares Dow Jones Select Dividend 0.02 -32.00% 2744 77.62 76.58
SWFT Swift Transportation Company 0.02 NEW 8327 25.94 27.91
Kinder Morgan 0.02 +2.00% 4940 41.90 0.00
Marathon Petroleum 0.02 +2.00% 2278 102.28 0.00
Bloomin Brands 0.02 -45.00% 8518 24.30 0.00
Prospect Capital Corporati mtnf 5.375% 0.02 170000 1.02 0.00
Wright Medical Group Inc note 2 000 8/1 0.02 -92.00% 175000 1.18 0.00
Healthways Inc note 1.500% 7/0 0.02 220000 1.17 0.00
Xcerra 0.02 -43.00% 20315 8.96 0.00
Fxcm Inc. conv 0.02 NEW 250000 0.78 0.00
Walgreen Boots Alliance 0.02 -56.00% 2619 85.15 0.00
UCTT Ultra Clean Holdings 0.01 -68.00% 17880 7.16 8.05
Ares Capital Corp conv 0.01 100000 1.04 0.00
Spansion Llc conv 0.01 NEW 24000 2.54 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.00 50000 1.02 0.00
Medivation Inc note 2.625% 4/0 0.00 14000 2.57 0.00